Marinate the fish:
Stir the adobo, citrus juices, and vinegar together in a rectangular baking dish. Place the swordfish steaks in the marinade and refrigerate for 2 hours, turning a few times.

Make the relish while the fish is marinating: Heat the olive oil in a large skillet over medium heat. add the chorizo and cook, stirring, until it starts to give up some color. Add the onion and garlic, and cook, stirring, until the onion is soft, about 5 minutes. Stir in the eggplant, turning to coat the cubes with the chorizo mixture. Pour in the tomato sauce and broth or water and bring to a boil. Adjust the heat to simmering, cover, and let cook until the vegetables are very soft, 30 to 45 minutes. Stir in the zucchini and olives, cook 5 minutes, then remove the relish from the heat and keep warm.

Heat your gas grill to high or build a charcoal fire. Lower the heat to medium. Grab a wadded paper towel with tongs, dip in vegetable oil and oil the grill. Lay the steaks onto the grill, cover the grill and cook for 4 to 5 minutes.

Turn the steaks and cook until the meat is firm, 4 to 5 minutes, To serve, cut steaks as you would a London broil, diagonally in ¼-inch slices, spooning the warm or room temperature relish over the fish. Sprinkle with parsley.